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Posted July 2, 2014 in Blog by Finance Training Course

Understanding Option Greeks – Introducing Gamma

Understanding Option Greeks – Introducing Gamma
Gamma is the second derivative of the option price with respect to the price of an underlying asset. Alternatively, it is the rate of change in the option Delta due to a change in the underlying asset price.

Figure 1: Gamma against Spot

What does that mean in simpler language?
In the image […]

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